7 citations · 8 across the 6 of their papers we have counts for
6 papers
Asymptotics for sums of random variables with local subexponential behaviour
S. Asmussen, S. Foss, D. Korshunov
We study distributions on such that for some , . The case corresponds to being subexponential, and our ana…
Heavy tails in multi-server queues
Sergey Foss, Dmitry Korshunov
In this paper, the asymptotic behaviour of the distribution tail of the stationary waiting time in the FCFS queue is studied. Under subexponential-type assumptions on…
Tail asymptotics for the supercritical Galton-Watson process in the heavy-tailed case
Denis Denisov, Dmitry Korshunov, Vitali Wachtel
As well known, for a supercritical Galton-Watson process whose offspring distribution has mean , the ratio has a.s. limit, say . We study tail behaviou…
Tail behaviour of stationary distribution for Markov chains with asymptotically zero drift
Denis Denisov, Dmitry Korshunov, Vitali Wachtel
We consider a Markov chain on with asymptotically zero drift and finite second moments of jumps which is positive recurrent. A power-like asymptotic behaviour of the invarian…
Local asymptotics for the time of first return to the origin of transient random walk
Ron Doney, Dmitry Korshunov
We consider a transient random walk on which is asymptotically stable, without centering, in a sense which allows different norming for each component. The paper is devoted t…
The Key Renewal Theorem for a Transient Markov Chain
Dmitry Korshunov
We consider a time-homogeneous Markov chain , , valued in . Suppose that this chain is transient, that is, generates a -finite renewal measure. We pro…